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Trade: EOS/USDT/15/SINWMA/MIDPRICE/4906

Strategy
EOS/USDT/15/SINWMA/MIDPRICE/4906
Pair
EOS_USDT
Interval
15m
Score
492502
Daily Profit
0.692422
Profit Factor
1.437373
Profitability
65.775401
Streak
128.779137
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-09-26 20:11
Expiration Time
2025-07-05 05:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 96184.3148 55624.3727 40559.942 113274.0185 83555.4207 29718.5978
Total P&L (%) 96.1843 55.6244 40.5599 113.274 83.5554 29.7186
Avg Daily Profit (%) 0.6924 0.4004 0.292 0.5467 0.4382 0.1875
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -35837 -32676 -35431 -71312 -30934 -70375
Profit Factor 1.4374 1.5358 1.3494 1.4118 1.7565 1.1806
Total Trades 187 93 94 187 93 94
Winning Trades 123 58 65 123 58 65
Losing Trades 64 35 29 64 35 29
Profitability (%) 65.7754 62.3656 69.1489 65.7754 62.3656 69.1489
Ratio Avg Win / Avg Loss 0.7479 0.9267 0.602 0.7346 1.06 0.5267
Largest Winning Trade 19339 19339 11283 19649 19649 12491
Largest Losing Trade -20036 -17041 -20036 -38027 -18251 -38027
Avg Bars in Trades 68 68 68 68 68 68
Avg Bars in Winners 48 38 57 48 38 57
Avg Bars in Losers 107 119 92 107 119 92
Bars Traded 12809 6413 6396 12809 6413 6396
Profit Streak 128.7791 128.7791 135.2687 128.7791 128.7791 135.2687
Trades During Streak 3 1 4 3 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 492502 299407 252465 442058 430529 -17149

Evaluation Data

{
    "trading_pair": "EOS_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 13335,
    "evaluation_days": 138.91,
    "actual_first_datapoint_time": 1736226900000,
    "first_datapoint_time": 1736391600000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1758906717477,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 23,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 184,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            96184.314789257,
            55624.3727397439,
            40559.9420495132,
            113274.0185196717,
            83555.4207297862,
            29718.5977898855
        ],
        [
            96.184315,
            55.624373,
            40.559942,
            113.274019,
            83.555421,
            29.718598
        ],
        [
            0.692422,
            0.400435,
            0.291987,
            0.54674,
            0.43818,
            0.187489
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -35837,
            -32676,
            -35431,
            -71312,
            -30934,
            -70375
        ],
        [
            1.437373,
            1.535754,
            1.349386,
            1.41183,
            1.756488,
            1.180552
        ],
        [
            187,
            93,
            94,
            187,
            93,
            94
        ],
        [
            123,
            58,
            65,
            123,
            58,
            65
        ],
        [
            64,
            35,
            29,
            64,
            35,
            29
        ],
        [
            65.775401,
            62.365591,
            69.148936,
            65.775401,
            62.365591,
            69.148936
        ],
        [
            0.747901,
            0.926748,
            0.602034,
            0.734611,
            1.05995,
            0.526708
        ],
        [
            19339,
            19339,
            11283,
            19649,
            19649,
            12491
        ],
        [
            -20036,
            -17041,
            -20036,
            -38027,
            -18251,
            -38027
        ],
        [
            68,
            68,
            68,
            68,
            68,
            68
        ],
        [
            48,
            38,
            57,
            48,
            38,
            57
        ],
        [
            107,
            119,
            92,
            107,
            119,
            92
        ],
        [
            12809,
            6413,
            6396,
            12809,
            6413,
            6396
        ],
        [
            128.779137,
            128.779137,
            135.268721,
            128.779137,
            128.779137,
            135.268721
        ],
        [
            3,
            1,
            4,
            3,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            492502,
            299407,
            252465,
            442058,
            430529,
            -17149
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EOS_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 13335,
    "evaluation_days": 138.91,
    "actual_first_datapoint_time": 1736226900000,
    "first_datapoint_time": 1736391600000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1758906717477,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 23,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 184,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)